Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs.
I. Esra BüyüktahtakinPublished in: Ann. Oper. Res. (2022)
Keyphrases
- stochastic programming
- multistage
- risk averse
- mixed integer program
- lot sizing
- single stage
- mixed integer
- linear program
- stochastic optimization
- dynamic programming
- production system
- feasible solution
- production planning
- optimal policy
- mixed integer programming
- cutting plane
- lagrangian relaxation
- linear programming
- continuous variables
- valid inequalities
- planning horizon